Open AccessAre Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
Author(s) -
Elmar Mertens
Publication year - 2010
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2010.09
Subject(s) - estimator , parametric statistics , variance (accounting) , econometrics , computer science , parametric model , representation (politics) , mathematics , statistics , economics , politics , political science , law , accounting
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